Antofagasta PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:61.37% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0448 | 14.33 | |
| 0.0514 | 18.83 | |
| 0.9332 | 475.17 | |
| 0.0176 | 3.16 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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